gamma5.ai

Our software package consists of two tools: an Algorithm Trainer
and a Trading Client. Their usage and behavior are explained here.

Algorithm Trainer

Enter the currency pair that you'd like to predict/trade in the first textbox, using the format that appears
in the Poloniex URL for that market. You can then select multiple
technical indicators and specify which currency pair(s) they'll be applied to. You may keep
the indicators' default parameters or modify them as you wish.
Stockcharts and Investopedia
are good resources for learning more about the indicators. Multiple currency
pairs can be specified like this: BTC_XRP, USDT_BTC

Next specify which algorithms to try, and which intraday
trading times you'd like to use.

For training and testing we define a week to be Monday through Sunday.
Trading for a given week is simulated using a model trained on the
preceeding training period. This means that in
the screenshot the process of training and simulating is done for each
of the 8 weeks of backtesting. The "holding" line is the outcome of
holding only the second currency after starting with an amount equal to
one unit of the first (i.e. an amount of XRP equal to 1 BTC), and the
"trading" line is the outcome of simulated trading. The simulation
assumes that all orders get fulfilled and that the fee for each trade is
Poloniex's default of 0.15%; you may be paying less if you're a
high-volume trader.

You can export your settings even if you haven't trained a model yet.
After training, exporting will save a model trained on the most recent
training period, along with the current settings and backtesting graph.
To make sure you're using a current
model for trading, re-train it with the same settings and number of
training weeks each Monday.

Note: Start small. Training may take a considerable amount of time if you use more than
a few data pairs and technical indicators. Expect it to take several tries before
you discover a strategy that you're comfortable using.

Trading Client

The trading client is mostly straightforward, but you should be aware
of how it operates. The current version will trade with whatever holdings
you have in the two currencies. In the screenshot, this means that each
trading cycle the client will attempt to convert all of your BTC and XRP into
whichever one of them is predicted to perform better in the following cycle.
In the future you'll be able to specify what fraction
of your balance will be used.

Each trading cycle the prediction
and order placement will happen at a random time in the 2 minutes
preceeding your specified trading time. This means that the client's
adherence to the trained strategy is approximate, but avoids detection by other traders.
Buy orders are priced one minimum increment higher than the
highest open buy order, and sell orders are priced one minimum increment
lower than the lowest open sell order. If you opt to re-price
unfulfilled orders, this will be done every 10 seconds until 3 minutes
after your specified trading time. Unfulfilled orders will be cancelled
15 minutes after the trading time regardless of aggression setting.

Note: We don't recommend opting to re-price unfulfilled orders. It's
risky and opens you up to detection and potential exploitation.
This option might be removed or have its behavior modified in future versions.

Other

You'll need a 64bit version of Windows, a couple gigabytes of free space,
and a modern CPU (i5+ recommended) to use this software.

When launching each
tool a console will open in the background where you can view status
reports and any errors that might occur (please report any that do!).
Exit the tools conventionally instead of closing the
console to avoid the temporary folder being left behind as described in "Known Bugs."

A license will allow you to run one instance of both tools concurrently.